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updated 4:05:45 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~10d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+5.92%
3d Period Avg+3.27%
LONG Hotcoin · now
+5.48%
3d avg:+3.43%
SHORT Extended · now
+11.40%
3d avg:+6.70%
Entry Spread Now
−0.018%
NeutralL 0.01388 · S 0.01388
24h range −0.14%…+0.22% · median −0.03%
Long pays every8hShort pays every1h
LONGmaker0.020%/taker0.060%SHORTmaker0%/taker0.025%
Loading Funding History…
↗Total PnL
−$14.29
−0.14%
$Avg Daily PnL
+$0.68
+0.0068%
★Best Day
+$1.58
Aug 16
◎Open Interest
Hotcoin$79.8K
Extended$4.4K⚡Funding APR
+2.47%
annualized · funding only
⚠Execution Cost
−$17.00
entry + exit fees
⏱Payback
25.1d
to break even
◧24h Volume
Hotcoin—Extended$36.5KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$17.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.